但这样的无风险套利机会是不存在的。
The potentialfor arbitrage means such profits cannot be earned.
在纯套利或无风险套利交易中，资产的购买和转售是同时进行的，因此套利者自己的资金不承担任何风险。
In pure or riskless arbitrage transactions, the purchase and re-sale of the asset in question are conducted simultaneously, thus the arbitrageur does not risk any of their own funds.
同时，由于无风险套利活动的存在将逐渐实现金融市场的无套利均衡，导致我国股票市场的“规模效应”减弱以致消失。
As the same time, it is considered that the non-risk arbitrage result in the non-arbitrage equilibrium in the stock market which make the size effect gradually abate and disappear.
对此套利组合的分析结果表明：只要存在无风险套利机会，无论风险投资者的偏好如何，都能在不增加风险的基础上，获得较高的收益。
The result about the analysis of the portfolio shows that as long as arbitrage chance exists, each investor can get higher income, not increasing risk, no matter he is a risk averter or seeker.
利用国债现券与国债回购之间的利差进行无风险套利，既规避了金融风险，又充分利用了资金的使用价值，其收益远高于同期银行存款利率。
Using this interest margin for risk-free arbitrage not only avoids financial risk but also takes full advantage of fund value, getting much higher profits than bank deposit rates.
套利是一种常见的，以获利为目的的交易行为，它是基于无风险的超额利润产生的。
Arbitrage is a usual transaction behavior in order to make profits. It is the possibility of riskless profits.
如果某个资产存在无风险的超额利润，就会产生套利行为。
If an asset has riskless super profits, there is arbitrage opportunity in the market.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利是一种常见的，以获利为目的的交易行为，它是基于无风险的超额利润产生的。
Arbitrage is a usual transaction behavior in order to make profits. It is the possibilitity of riskless profits.
股指期货套利交易作为一种值得研究的新型盈利模式，能够为投资者带来无风险利润。
Stock index futures can bring the non-risk profit for the investor as the new profit pattern which is worth studying.
利用价差进行无风险期现套利和跨商品套利以优化保值效果。
Take advantage of spread that can make risk-free arbitrage and cross-commodity arbitrage in order to optimize the hedging effect.
利用价差进行无风险期现套利和跨商品套利以优化保值效果。
Take advantage of spread that can make risk-free arbitrage and cross-commodity arbitrage in order to optimize the hedging effect.
应用推荐